As you can see on the CME website there is a 50% credit on ZC-ZW spread,https://www.cmegroup.com/clearing/margins/inters.html#exchange=CBT§or=AGRICULTURE&pageNumber=1
IB takes this into account when computing margin impact, so that opening a naked ZC position, or opening a ZC position in an account with a ZW opposite position already opened gives different
after-before margins, even if the order is the same. It has nothing to do with absolute value of anything.
I am totally sure about this, you can check yourself , using the API or the check margin impact option in TWS.
What-if results depends on the already opened positions as I said, so the only way to get the naked margin, is to use whatif on an empty account, using the paper account for example, but there should a simpler way, since this information is available in TWS.
